+7.4%
HAL vs DD
+64.9%
-57.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.7% |
| 7D | -1.3% | -3.8% | +2.4% | +1.4% |
| 30D | +10.9% | -9.2% | +20.1% | +18.6% |
| 3M | -5.8% | -9.0% | +3.1% | -0.5% |
| 6M | +8.1% | -5.0% | +13.1% | +8.5% |
| YTD | +33.2% | +7.4% | +25.8% | +20.8% |
| 1Y | +74.2% | +35.1% | +39.1% | +30.6% |
| 3Y | -3.7% | +43.2% | -46.9% | -34.5% |
| 5Y | +111.9% | +59.6% | +52.2% | +25.3% |
| 10Y | +7.4% | +66.5% | -59.1% | -55.5% |
| All | +7.4% | +64.9% | -57.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling